If you prepare to use the MS Comm control, it is too limited. The best way is use RAS API(rasapi32.dll). But because it is the API, you will use it at the VC++. It is raw and power!!!
以前写的一个demo,供参考
调试前先加一个INET控件
Private Sub Command1_Click()
Dim strURL As String
Dim bData() As Byte ' Data variable
strURL = _
"http://shanwu/wxs.zip"
bData() = Inet1.OpenURL(strURL, icByteArray)
Open "C:\wxs.zip" For Binary Access Write _
As #intFile
Put #intFile, , bData()
Close #intFile
End Sub